Chemotherapy Combined With Pembrolizumab in Treating Patients With Thymoma and Thymic Carcinoma

Inclusion Criteria: 1. Have a histologically or cytologically confirmed diagnosis of unresectable thymoma or thymic carcinoma. 2. Have measurable disease based on RECIST 1.1. 3. Patients must not have had prior systemic anti-cancer therapy for locally advanced or metastatic unresectable thymoma or thymic carcinoma. 4. Patients who could provision of archival to evaluate the PD-L1 expression status. 5. Be ≥ 18 years of age on day of signing informed consent. 6. Life expectancy \> 3 months. 7. Have a performance status (PS) of 0 or 1 on the ECOG PS. 8. Demonstrate adequate organ function as defined below all screening labs should be performed. * Hematological: absolute neutrophil count ≥ 1500/mcL; platelets ≥ 80000mcL; hemoglobin ≥ 9g/dL or ≥ 5.6 mmol/L without transfusion within 4 weeks. * Renal: serum creatinine OR measured or calculated creatinine clearance (GFR can also be used in place of creatinine or CrCl) ≤ 1.5 X upper limit of normal (ULN) OR ≥ 60 mL/min for subject with creatinine levels \> 1.5 X institutional ULN. * Hepatic: serum total bilirubin ≤ 1.5 X ULN OR direct bilirubin ≤ ULN for subjects with total bilirubin levels \> 1.5 ULN; AST (SGOT) and ALT (SGPT) ≤ 2.5 X ULN OR ≤ 5 X ULN for subjects with liver metastases; albumin ≥ 2.5mg/dL. * Coagulation: International Normalized Ratio (INR) or Prothrombin Time (PT) Activated Partial Thromboplastin Time (aPTT) ≤1.5 X ULN unless subject is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants ≤ 1.5 X ULN unless subject is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants. 9. Female subject of childbearing potential should have a negative urine or serum pregnancy. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. Exclusion Criteria: 1. Patients have had prior systemic anti-cancer therapy. 2. Has a known additional malignancy past 5 years. Exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the skin that has undergone potentially curative therapy or in situ cervical cancer. 3. Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Subjects with previously treated brain metastases may participate provided they are stable (without evidence of progression by imaging for at least four weeks prior to the first dose of trial treatment and any neurologic symptoms have returned to baseline), have no evidence of new or enlarging brain metastases, and are not using steroids for at least 3 days prior to trial treatment. 4. Hypersensitivity to carboplatin or paclitaxel or nab-paclitaxel or any of their excipients. 5. Has active autoimmune disease that has required systemic treatment in the past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (eg., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. 6. Asthmatic subjects requiring intermittent use of bronchodilators, inhaled steroids or local steroid injections were not excluded. 7. Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent. Participated in any other pembrolizumab trials or was treated with pembrolizumab. 8. Has an active infection requiring systemic therapy. 9. Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies). 10. As known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. 11. Has evidence of interstitial lung disease or active, non-infectious pneumonitis. 12. Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial.